CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7952 |
0.7967 |
0.0015 |
0.2% |
0.7836 |
| High |
0.7970 |
0.7992 |
0.0023 |
0.3% |
0.7983 |
| Low |
0.7932 |
0.7959 |
0.0027 |
0.3% |
0.7811 |
| Close |
0.7968 |
0.7974 |
0.0007 |
0.1% |
0.7939 |
| Range |
0.0038 |
0.0034 |
-0.0004 |
-11.8% |
0.0173 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
50,145 |
64,946 |
14,801 |
29.5% |
381,543 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8058 |
0.7992 |
|
| R3 |
0.8042 |
0.8025 |
0.7983 |
|
| R2 |
0.8008 |
0.8008 |
0.7980 |
|
| R1 |
0.7991 |
0.7991 |
0.7977 |
0.8000 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7979 |
| S1 |
0.7958 |
0.7958 |
0.7971 |
0.7966 |
| S2 |
0.7941 |
0.7941 |
0.7968 |
|
| S3 |
0.7908 |
0.7924 |
0.7965 |
|
| S4 |
0.7874 |
0.7891 |
0.7956 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8356 |
0.8034 |
|
| R3 |
0.8256 |
0.8184 |
0.7986 |
|
| R2 |
0.8083 |
0.8083 |
0.7971 |
|
| R1 |
0.8011 |
0.8011 |
0.7955 |
0.8047 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7929 |
| S1 |
0.7839 |
0.7839 |
0.7923 |
0.7875 |
| S2 |
0.7738 |
0.7738 |
0.7907 |
|
| S3 |
0.7566 |
0.7666 |
0.7892 |
|
| S4 |
0.7393 |
0.7494 |
0.7844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7992 |
0.7932 |
0.0061 |
0.8% |
0.0040 |
0.5% |
70% |
True |
False |
68,141 |
| 10 |
0.7992 |
0.7795 |
0.0198 |
2.5% |
0.0049 |
0.6% |
91% |
True |
False |
72,182 |
| 20 |
0.7992 |
0.7645 |
0.0347 |
4.4% |
0.0055 |
0.7% |
95% |
True |
False |
76,301 |
| 40 |
0.7996 |
0.7633 |
0.0363 |
4.6% |
0.0056 |
0.7% |
94% |
False |
False |
47,181 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0056 |
0.7% |
63% |
False |
False |
31,510 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
63% |
False |
False |
23,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8134 |
|
2.618 |
0.8080 |
|
1.618 |
0.8046 |
|
1.000 |
0.8026 |
|
0.618 |
0.8013 |
|
HIGH |
0.7992 |
|
0.618 |
0.7979 |
|
0.500 |
0.7975 |
|
0.382 |
0.7971 |
|
LOW |
0.7959 |
|
0.618 |
0.7938 |
|
1.000 |
0.7925 |
|
1.618 |
0.7904 |
|
2.618 |
0.7871 |
|
4.250 |
0.7816 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7970 |
| PP |
0.7975 |
0.7966 |
| S1 |
0.7974 |
0.7962 |
|